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Re: st: ci for a standard deviation
From
Richard Goldstein <[email protected]>
To
[email protected]
Subject
Re: st: ci for a standard deviation
Date
Wed, 26 Feb 2014 08:35:51 -0500
Steve,
thanks for this
I note, however, that (1) the bootstrap CI is narrower than the normal
CI; (2) since I am using this as a "sensitivity" analysis for a sample
size estimation, I prefer the broader CI :-)
Best,
Rich
On 2/25/14, 7:11 PM, Steve Samuels wrote:
> Alan's advice is valid only for normally distributed data. For a general approach, use
> the bootstrap or jackknife:
>
> *************CODE BEGINS*************
> sysuse auto, clear
> set seed 49891
> bootstrap r(sd) : sum mpg
> estat bootstrap, all
> **************CODE ENDS**************
>
> Steve
> [email protected]
>
>
> On Feb 25, 2014, at 10:08 AM, Richard Goldstein <[email protected]> wrote:
>
> Alan,
>
> thank you
>
> Best,
> Rich
>
> On 2/25/14, 9:57 AM, Alan Neustadtl wrote:
>> Rich,
>>
>>
>> How about:
>> Assuming sd=15 and n=1,000
>>
>> di 15*sqrt((1000-1)/invchi2((1000-1), .05/2))
>> di 15*sqrt((1000-1)/invchi2((1000-1), 1-(.05/2)))
>>
>> Best,
>> Alan
>>
>> On Tue, Feb 25, 2014 at 9:49 AM, Richard Goldstein
>> <[email protected]> wrote:
>>> Hi,
>>>
>>> I want to calculate a CI for a standard deviation; anyone have Stata
>>> code for this?
>>>
>>> And, no, it is not the CI given by sdtest (that is a CI for the mean for
>>> some reason)
>>>
>>> Rich
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